Finitary probabilistic methods in econophysics
Auteur :
Garibaldi, Ubaldo / Scalas, Enrico
Éditeur :
Cambridge University Press
ISBN :
9780521515597
Date de publication :
19 août 2010
Dimensions :
25,3 x 17,8 x 2,1 cm
Poids :
830 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students and researchers in physics, economics and finance. It discusses the essentials of applied probability, and covers finite Markov chain theory and its applications to real systems.